On The Expected Discounted Penalty function for Lévy Risk Processes

Article Properties
Cite
Garrido, José, and Manuel Morales. “On The Expected Discounted Penalty Function for Lévy Risk Processes”. North American Actuarial Journal, vol. 10, no. 4, 2006, pp. 196-1, https://doi.org/10.1080/10920277.2006.10597421.
Garrido, J., & Morales, M. (2006). On The Expected Discounted Penalty function for Lévy Risk Processes. North American Actuarial Journal, 10(4), 196-216. https://doi.org/10.1080/10920277.2006.10597421
Garrido, José, and Manuel Morales. “On The Expected Discounted Penalty Function for Lévy Risk Processes”. North American Actuarial Journal 10, no. 4 (2006): 196-216. https://doi.org/10.1080/10920277.2006.10597421.
Garrido J, Morales M. On The Expected Discounted Penalty function for Lévy Risk Processes. North American Actuarial Journal. 2006;10(4):196-21.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Overshoots and undershoots of Lévy processes The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 96 2006
Passage times for a spectrally negative Lévy process with applications to risk theory Bernoulli
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 29 2005
10.2143/AST.34.2.505148 ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2004
Symbolic calculation of the moments of the time of ruin Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 7 2004
Ruin probabilities and overshoots for general Lévy insurance risk processes The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 135 2004
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science17
Science: Mathematics11
Science: Mathematics: Probabilities. Mathematical statistics10
Social Sciences: Statistics9
Social Sciences: Commerce: Business9
Technology: Engineering (General). Civil engineering (General)2
Social Sciences: Finance2
Social Sciences: Sociology (General)1
Technology: Manufactures: Production management. Operations management1
Social Sciences: Commerce: Business: Personnel management. Employment management1
The category Social Sciences: Economic theory. Demography: Economics as a science 17 is the most frequently represented among the references in this article. It primarily includes studies from Insurance: Mathematics and Economics The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Gerber-Shiu theory for discrete risk processes in a regime switching environment Applied Mathematics and Computation
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2024
Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2024
The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions

 Methodology and Computing in Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
The Gerber-Shiu discounted penalty function: A review from practical perspectives Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 6 2023
An Insurance Risk Process With a Generalized Income Process: A Solvency Analysis SSRN Electronic Journal 2023
Citations Analysis
Category Category Repetition
Science: Mathematics45
Science: Mathematics: Probabilities. Mathematical statistics37
Social Sciences: Economic theory. Demography: Economics as a science21
Social Sciences: Statistics21
Social Sciences: Commerce: Business21
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods8
Social Sciences: Finance8
Social Sciences: Sociology (General)6
Social Sciences: Finance: Insurance2
Science: Science (General)1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Technology: Manufactures: Production management. Operations management1
Technology: Engineering (General). Civil engineering (General)1
The category Science: Mathematics 45 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Distribution of the Present Value of Dividend Payments in a Lévy Risk Model and was published in 2007. The most recent citation comes from a 2024 study titled Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator. This article reached its peak citation in 2010, with 8 citations. It has been cited in 20 different journals, 10% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 14 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year